{"title":"Multilevel longitudinal analysis of social networks.","authors":"Johan Koskinen, Tom A B Snijders","doi":"10.1093/jrsssa/qnac009","DOIUrl":"https://doi.org/10.1093/jrsssa/qnac009","url":null,"abstract":"<p><p>Stochastic actor-oriented models (SAOMs) are a modelling framework for analysing network dynamics using network panel data. This paper extends the SAOM to the analysis of multilevel network panels through a random coefficient model, estimated with a Bayesian approach. The proposed model allows testing theories about network dynamics, social influence, and interdependence of multiple networks. It is illustrated by a study of the dynamic interdependence of friendship networks and minor delinquency. Data were available for 126 classrooms in the first year of secondary school, of which 82 were used, containing relatively few missing data points and having not too much network turnover.</p>","PeriodicalId":49983,"journal":{"name":"Journal of the Royal Statistical Society Series A-Statistics in Society","volume":"186 3","pages":"376-400"},"PeriodicalIF":2.0,"publicationDate":"2023-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://ftp.ncbi.nlm.nih.gov/pub/pmc/oa_pdf/5b/19/qnac009.PMC10376442.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"10286318","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Risk Assessment: Theory, Methods, and Applications","authors":"M. Aalabaf-Sabaghi","doi":"10.1093/jrsssa/qnad080","DOIUrl":"https://doi.org/10.1093/jrsssa/qnad080","url":null,"abstract":"","PeriodicalId":49983,"journal":{"name":"Journal of the Royal Statistical Society Series A-Statistics in Society","volume":"29 1","pages":""},"PeriodicalIF":2.0,"publicationDate":"2023-06-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"81805820","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Small area estimation under a spatially correlated multivariate area-level model","authors":"Saurav Guha, Hukum Chandra","doi":"10.1093/jrsssa/qnad079","DOIUrl":"https://doi.org/10.1093/jrsssa/qnad079","url":null,"abstract":"\u0000 Spatial version of multivariate Fay–Herriot model is introduced and small area predictor under this model is proposed. The residual maximum likelihood is employed for estimating the parameters of the proposed model. Analytical and bootstrap approaches for estimating the mean squared error (MSE) of the proposed predictor are also developed. The performance of the proposed predictor and the MSE estimators are evaluated through various simulation studies. The results evidently show that the proposed predictor outperforms the existing predictors. An application of the proposed methodology has also been made using the 2011–12 Consumer Expenditure Survey data of India.","PeriodicalId":49983,"journal":{"name":"Journal of the Royal Statistical Society Series A-Statistics in Society","volume":"C-23 1","pages":""},"PeriodicalIF":2.0,"publicationDate":"2023-06-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"84422052","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"New methods of structural break detection and an ensemble approach to analyse exchange rate volatility of Indian rupee during coronavirus pandemic","authors":"M. Mareeswaran, Shubhajit Sen, S. Deb","doi":"10.1093/jrsssa/qnad078","DOIUrl":"https://doi.org/10.1093/jrsssa/qnad078","url":null,"abstract":"\u0000 In this work, we develop a methodology to detect structural breaks in multivariate time series data using the t-distributed stochastic neighbour embedding (t-SNE) technique and non-parametric spectral density estimates. By applying the proposed algorithm to the exchange rates of Indian rupee against four primary currencies, we establish that the coronavirus pandemic (COVID-19) has indeed caused a structural break in the volatility dynamics. Next, to study the effect of the pandemic on the Indian currency market, we provide a compact and efficient way of combining three models, each with a specific objective, to explain and forecast the exchange rate volatility. We find that a forward-looking regime change makes a drop in persistence, while an exogenous shock like COVID-19 makes the market highly persistent. Our analysis shows that although all exchange rates are found to be exposed to common structural breaks, the degrees of impact vary across the four series. Finally, we develop an ensemble approach to combine predictions from multiple models in the context of volatility forecasting. Using model confidence set procedure, we show that the proposed approach improves the accuracy from benchmark models. Relevant economic explanations to our findings are provided as well.","PeriodicalId":49983,"journal":{"name":"Journal of the Royal Statistical Society Series A-Statistics in Society","volume":"140 1","pages":""},"PeriodicalIF":2.0,"publicationDate":"2023-06-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"80543857","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Proposer of the vote of thanks and contribution to the Discussion of ‘The Second Discussion Meeting on Statistical aspects of the Covid-19 Pandemic’","authors":"Sylvia Richardson","doi":"10.1093/jrsssa/qnad045","DOIUrl":"https://doi.org/10.1093/jrsssa/qnad045","url":null,"abstract":"","PeriodicalId":49983,"journal":{"name":"Journal of the Royal Statistical Society Series A-Statistics in Society","volume":"52 1","pages":""},"PeriodicalIF":2.0,"publicationDate":"2023-06-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"85175840","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Garazi Retegui, J. Etxeberria, A. Riebler, M. Ugarte
{"title":"Predicting cancer incidence in regions without population-based cancer registries using mortality","authors":"Garazi Retegui, J. Etxeberria, A. Riebler, M. Ugarte","doi":"10.1093/jrsssa/qnad077","DOIUrl":"https://doi.org/10.1093/jrsssa/qnad077","url":null,"abstract":"\u0000 Cancer incidence numbers are routinely recorded by national or regional population-based cancer registries (PBCRs). However, in most southern European countries, the local PBCRs cover only a fraction of the country. Therefore, national cancer incidence can be only obtained through estimation methods. In this paper, we predict incidence rates in areas without cancer registry using multivariate spatial models modelling jointly cancer incidence and mortality. To evaluate the proposal, we use cancer incidence and mortality data from all the German states. We also conduct a simulation study by mimicking the real case of Spain considering different scenarios depending on the similarity of spatial patterns between incidence and mortality, the levels of lethality, and varying the amount of incidence data available. The new proposal provides good interval estimates in regions without PBCRs and reduces the relative error in estimating national incidence compared to one of the most widely used methodologies.","PeriodicalId":49983,"journal":{"name":"Journal of the Royal Statistical Society Series A-Statistics in Society","volume":"8 1","pages":""},"PeriodicalIF":2.0,"publicationDate":"2023-06-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"84292743","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"John Fraser Scott 1928–2023","authors":"","doi":"10.1093/jrsssa/qnad071","DOIUrl":"https://doi.org/10.1093/jrsssa/qnad071","url":null,"abstract":"","PeriodicalId":49983,"journal":{"name":"Journal of the Royal Statistical Society Series A-Statistics in Society","volume":"54 1","pages":""},"PeriodicalIF":2.0,"publicationDate":"2023-05-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"80763449","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"(No) Spillovers in reporting domestic abuse to police","authors":"Lara Vomfell, Jan Povala","doi":"10.1093/jrsssa/qnad060","DOIUrl":"https://doi.org/10.1093/jrsssa/qnad060","url":null,"abstract":"\u0000 Spillover effects in crime are typically studied as a result of offender behaviour. This study investigates whether spillover effects can occur in the reporting of domestic abuse by victims. Domestic abuse is a particularly interesting context because of its high prevalence but low reporting rate. Extending existing spatio-temporal Hawkes process specifications, we test for the presence of two spillover channels in all domestic abuse calls in a major English city. We find no evidence to support such effects in the reporting of domestic abuse.","PeriodicalId":49983,"journal":{"name":"Journal of the Royal Statistical Society Series A-Statistics in Society","volume":"1 1","pages":""},"PeriodicalIF":2.0,"publicationDate":"2023-05-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"76847331","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Bhatt, Ferguson, Flaxman, Gandy, Mishra, and Scott’s reply to the Discussion of ‘The Second Discussion Meeting on Statistical aspects of the Covid-19 Pandemic’","authors":"A. Gandy","doi":"10.1093/jrsssa/qnad055","DOIUrl":"https://doi.org/10.1093/jrsssa/qnad055","url":null,"abstract":"","PeriodicalId":49983,"journal":{"name":"Journal of the Royal Statistical Society Series A-Statistics in Society","volume":"1 1","pages":""},"PeriodicalIF":2.0,"publicationDate":"2023-05-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"79487359","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Applied Statistics with R: A Practical Guide for the Life Sciences","authors":"M. Hossain","doi":"10.1093/jrsssa/qnad069","DOIUrl":"https://doi.org/10.1093/jrsssa/qnad069","url":null,"abstract":"","PeriodicalId":49983,"journal":{"name":"Journal of the Royal Statistical Society Series A-Statistics in Society","volume":"59 1","pages":""},"PeriodicalIF":2.0,"publicationDate":"2023-05-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"76753161","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}